todo: warn if there are more than two cluster variables

sergiocorreia / ivreghdfe

Run IV/2SLS with many levels of fixed effects (i.e. ivreg2+reghdfe)

MIT License

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Open sergiocorreia opened 6 years ago

sergiocorreia commented 6 years ago

Currently ivreghdfe (and ivreg2) ignore the third and subsequent cluster vars. Instead, maybe give an error